Unpredictability in economic analysis, econometric modeling and forecasting

Unpredictability arises from intrinsic stochastic variation, unexpected instances of outliers, and unanticipated extrinsic shifts of distributions. We analyze their properties, relationships, and different effects on the three arenas in the title, which suggests considering three associated informat...

Полное описание

Библиографические подробности
Главные авторы: Hendry, DF, Mizon, GE
Формат: Journal article
Язык:English
Опубликовано: Elsevier 2014